The Beaufort scale is not linear so if the gauge was based on force numbers you would have to accept that the step sizes did not represent relative increases in wind speed. The gauge would also be pretty static, the range for each force is quite large and you are limited to integer numbers based on a 10 minute average (by default).

You could add coloured arcs to each F (like the temp gauge etc). I tried this once and the lower speed arcs tend to be so small that they are hard make out (non-linear thing again) and it is not obvious what they represent, so abandoned the idea.

It is not possible to add a second "number scale" to a gauge. Shame as I think this would be the best option - as on the Instroment display.